Recent Content by london002

  1. Time and Sales/Trade Aggregation Question

    I am circling around the time & sale reconstruction mechanism for options. This thread gave me insights to look into the CME rules. Thanks for...
    Post by: london002, Jul 4, 2020 in forum: Data Sets and Feeds

  2. IQFeed vs Polygon.io

    I started with a local machine, but am in the process of moving to AWS and use kinesis infrastructure. I will be fine using all options for about...
    Post by: london002, Jun 29, 2020 in forum: Data Sets and Feeds

  3. IQFeed vs Polygon.io

    So, regarding IQFeed, do they consider an Options ticker a symbol for streaming data? For example, TSLA200821C01500000, is considered a symbol? If...
    Post by: london002, Jun 29, 2020 in forum: Data Sets and Feeds

  4. Digesting realtime tick data on a local machine

    Hello, ---- I started a new thread under "Trading Software", but found this to be more appropriate as there is discussion around development. I...
    Thread by: london002, Jun 14, 2020, 1 replies, in forum: App Development

  5. Digesting realtime tick data on a local machine

    Hello, I have started looking into trade and time & sale data for equities with mixed results. My problems seem technical in nature and hence...
    Thread by: london002, Jun 14, 2020, 1 replies, in forum: Trading Software

  6. Refinitiv Datascope - anyone have provisional costing?

    Does Polygon support real time time & sale for stocks & options? I am interested in a service that provides streaming data for US equities -...
    Post by: london002, Jun 9, 2020 in forum: Data Sets and Feeds